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Local likelihood ratio tests in the normal mixture model

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  • Wu, Yanhong
  • Xu, Yongxia
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    Abstract

    The test for homogeneity in the mixture normal model is difficult to study due to the breakdown of the regularity conditions under standard theory. The asymptotic optimality of the likelihood ratio test is questionable and its distributional properties are also difficult to evaluate. In this paper, we consider and compare several tests based on the local likelihood ratio which are shown to be quite competitive compared with the generalized likelihood ratio test.

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    File URL: http://www.sciencedirect.com/science/article/B6V1D-41ST366-2/2/2dd7053401fab83bd419288c7ee87dcc
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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 50 (2000)
    Issue (Month): 4 (December)
    Pages: 323-329

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    Handle: RePEc:eee:stapro:v:50:y:2000:i:4:p:323-329

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    Related research

    Keywords: Likelihood ratio test Normal mixture model Saddle-point approximation;

    References

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    1. Lemdani, Mohamed & Pons, Odile, 1997. "Likelihood ratio tests for genetic linkage," Statistics & Probability Letters, Elsevier, vol. 33(1), pages 15-22, April.
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    Cited by:
    1. Ning, Wei & Zhang, Sanguo & Yu, Chang, 2009. "A moment-based test for the homogeneity in mixture natural exponential family with quadratic variance functions," Statistics & Probability Letters, Elsevier, vol. 79(6), pages 828-834, March.

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